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Petra Posedel

Personal Details

First Name:Petra
Middle Name:
Last Name:Posedel
Suffix:
RePEc Short-ID:ppo310
http://edu.zsem.hr/~pposedel/

Affiliation

Zagrebačka Škola Ekonomije i Managementa (ZSEM)

Zagreb, Croatia
http://www.zsem.hr/

: +385 1 2354 010
+385 1 2354 155

RePEc:edi:zsemzhr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Petra Posedel Simovic & Marina Tkalec & Maruska Vizek, 2015. "Time-varying integration in European post-transition sovereign bond market," Working Papers 1501, The Institute of Economics, Zagreb.
  2. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2015. "The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model," Working Papers 1505, The Institute of Economics, Zagreb.
  3. Bent Jesper Christensen & Petra Posedel, 2010. "The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model," CREATES Research Papers 2010-50, Department of Economics and Business Economics, Aarhus University.
  4. Petra Posedel & Maruska Vizek, 2010. "The Nonlinear House Price Adjustment Process in Developed and Transition Countries," Working Papers 1001, The Institute of Economics, Zagreb.
  5. Dubravka Benaković & Petra Posedel, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," EFZG Working Papers Series 1012, Faculty of Economics and Business, University of Zagreb.
  6. Friedrich Hubalek & Petra Posedel, 2008. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3464, arXiv.org, revised Oct 2008.
  7. Friedrich Hubalek & Petra Posedel, 2008. "Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3479, arXiv.org.
  8. Petra Posedel & Josip Tica, 2007. "Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia," EFZG Working Papers Series 0715, Faculty of Economics and Business, University of Zagreb.

Articles

  1. Friedrich Hubalek & Petra Posedel, 2011. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 917-932.
  2. Petra Posedel & Maruška Vizek, 2011. "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 584-600, December.
  3. Benaković Dubravka & Posedel Petra, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," Business Systems Research, De Gruyter Open, vol. 1(1-2), pages 39-46, January.
  4. Josip Tica & Petra Posedel, 2009. "Threshold Model of the Exchange Rate Pass-Through Effect," Eastern European Economics, Taylor & Francis Journals, vol. 47(6), pages 43-59, November.
  5. Petra Posedel & Maruska Vizek, 2009. "House price determinants in transition and EU-15 countries," Post-Communist Economies, Taylor & Francis Journals, vol. 21(3), pages 327-343.
  6. Petra Posedel, 2006. "Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model," Financial Theory and Practice, Institute of Public Finance, vol. 30(4), pages 347-368.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Petra Posedel & Maruska Vizek, 2010. "The Nonlinear House Price Adjustment Process in Developed and Transition Countries," Working Papers 1001, The Institute of Economics, Zagreb.

    Cited by:

    1. Adrienne Mack & Enrique Martínez-García, 2011. "A cross-country quarterly database of real house prices: a methodological note," Globalization and Monetary Policy Institute Working Paper 99, Federal Reserve Bank of Dallas.
    2. Amina Ahec Šonje & Anita Ceh Casni & Maruška Vizek, 2012. "Does housing wealth affect private consumption in European post-transition countries? Evidence from linear and threshold models," Post-Communist Economies, Taylor & Francis Journals, vol. 24(1), pages 73-85, June.
    3. Ksenija Dumičić & Anita Časni & Irena Palić, 2013. "The short-run and long-run behaviour of personal consumption in Croatia," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(1), pages 3-11, June.
    4. Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers 20/12, School of Economics and Business Administration, University of Navarra.
    5. Mei-Se Chien, 2013. "The Non-linear Ripple Effect of Housing Prices in Taiwan: A Smooth Transition Regressive Model," ERES eres2013_51, European Real Estate Society (ERES).

  2. Dubravka Benaković & Petra Posedel, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," EFZG Working Papers Series 1012, Faculty of Economics and Business, University of Zagreb.

    Cited by:

    1. Sirucek, Martin, 2013. "Impact of money supply on stock bubbles," MPRA Paper 51476, University Library of Munich, Germany.
    2. Naveen R.S. & N. Sivakumar, 2016. "Impact of Macro-Economic Factors on Sectoral Indices – Evidence from Indian Markets," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 5(3), pages 174-182, August.
    3. Bucevska Vesna, 2013. "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, De Gruyter Open, vol. 4(1), pages 49-64, March.
    4. Sirucek, Martin, 2013. "Vliv peněžní nabídky na akciové bubliny v Japonsku
      [The impact of money supply on japanesee stock bubbles]
      ," MPRA Paper 62817, University Library of Munich, Germany, revised 2013.
    5. Muinde Patrick Mumo, 2017. "Effects of Macroeconomic Volatility on Stock Prices in Kenya: A Cointegration Evidence from the Nairobi Securities Exchange (NSE)," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(2), pages 1-14, February.
    6. Širůček, Martin, 2015. "Kauzalní vztah peněžní nabídky a amerického akciového trhu
      [Money supply and US stock market causality]
      ," MPRA Paper 66357, University Library of Munich, Germany, revised 30 Aug 2015.

  3. Friedrich Hubalek & Petra Posedel, 2008. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3464, arXiv.org, revised Oct 2008.

    Cited by:

    1. Indranil Sengupta, 2016. "Generalized Bn–S Stochastic Volatility Model For Option Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-23, March.
    2. José Fajardo, 2014. "Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 319-327, October.
    3. Friedrich Hubalek & Petra Posedel, 2008. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3464, arXiv.org, revised Oct 2008.

  4. Friedrich Hubalek & Petra Posedel, 2008. "Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3479, arXiv.org.

    Cited by:

    1. Friedrich Hubalek & Petra Posedel, 2008. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3464, arXiv.org, revised Oct 2008.

  5. Petra Posedel & Josip Tica, 2007. "Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia," EFZG Working Papers Series 0715, Faculty of Economics and Business, University of Zagreb.

    Cited by:

    1. Lin, Po-Chun & Wu, Chung-Shu, 2012. "Exchange rate pass-through in deflation: The case of Taiwan," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 101-111.
    2. Przystupa, Jan & Wróbel, Ewa, 2009. "Asymmetry of the exchange rate pass-through: An exercise on the Polish data," MPRA Paper 17660, University Library of Munich, Germany.

Articles

  1. Friedrich Hubalek & Petra Posedel, 2011. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 917-932. See citations under working paper version above.
  2. Petra Posedel & Maruška Vizek, 2011. "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 584-600, December.

    Cited by:

    1. Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
    2. Mato Njavro & Petra Posedel & Maruška Vizek, 2016. "Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries," Prague Economic Papers, University of Economics, Prague, vol. 2016(4), pages 396-410.
    3. Anita CEH CASNI & Maruska VIZEK, 2014. "Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 100-119, March.
    4. Ahec Šonje, Amina & Čeh Časni, Anita & Vizek, Maruška, 2014. "The effect of housing and stock market wealth on consumption in emerging and developed countries," Economic Systems, Elsevier, vol. 38(3), pages 433-450.

  3. Benaković Dubravka & Posedel Petra, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," Business Systems Research, De Gruyter Open, vol. 1(1-2), pages 39-46, January.
    See citations under working paper version above.
  4. Josip Tica & Petra Posedel, 2009. "Threshold Model of the Exchange Rate Pass-Through Effect," Eastern European Economics, Taylor & Francis Journals, vol. 47(6), pages 43-59, November.

    Cited by:

    1. Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2014. "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," EFZG Working Papers Series 1405, Faculty of Economics and Business, University of Zagreb.
    2. Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017. "Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 587-612, February.

  5. Petra Posedel & Maruska Vizek, 2009. "House price determinants in transition and EU-15 countries," Post-Communist Economies, Taylor & Francis Journals, vol. 21(3), pages 327-343.

    Cited by:

    1. Amina Ahec Šonje & Anita Ceh Casni & Maruška Vizek, 2012. "Does housing wealth affect private consumption in European post-transition countries? Evidence from linear and threshold models," Post-Communist Economies, Taylor & Francis Journals, vol. 24(1), pages 73-85, June.
    2. Petra Posedel & Maruška Vizek, 2011. "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 584-600, December.
    3. Ksenija Dumičić & Anita Časni & Irena Palić, 2013. "The short-run and long-run behaviour of personal consumption in Croatia," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(1), pages 3-11, June.
    4. Ahec Šonje, Amina & Čeh Časni, Anita & Vizek, Maruška, 2014. "The effect of housing and stock market wealth on consumption in emerging and developed countries," Economic Systems, Elsevier, vol. 38(3), pages 433-450.
    5. Petros Sivitanides, 2015. "Macroeconomic Influences on Cyprus House Prices: 2006Q1- 2014Q2," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 9(1), pages 3-22, June.
    6. Maruška Vizek, 2011. "The Influence of Stock Market and Housing Wealth on Consumption Expenditures in Transition Countries," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 3(1).

  6. Petra Posedel, 2006. "Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model," Financial Theory and Practice, Institute of Public Finance, vol. 30(4), pages 347-368.

    Cited by:

    1. Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (4) 2007-10-13 2015-07-25 2016-01-18 2016-02-04
  2. NEP-TRA: Transition Economics (4) 2007-10-13 2010-05-02 2011-01-23 2015-07-25
  3. NEP-CBA: Central Banking (3) 2007-10-13 2015-07-25 2016-02-04
  4. NEP-EEC: European Economics (3) 2015-07-25 2016-01-18 2016-02-04
  5. NEP-RMG: Risk Management (2) 2010-09-11 2011-01-23
  6. NEP-BEC: Business Economics (1) 2010-09-11
  7. NEP-CFN: Corporate Finance (1) 2010-09-11
  8. NEP-FMK: Financial Markets (1) 2010-09-11
  9. NEP-IFN: International Finance (1) 2007-10-13
  10. NEP-MON: Monetary Economics (1) 2007-10-13
  11. NEP-URE: Urban & Real Estate Economics (1) 2010-05-02

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